Well, I am only learning Spanish but I think I can help a little at least. Le and les are indirect. Lo and los are direct.
An example of a sentence with both:
Ellos le los dan. <-incorrect
They (ellos) give (dan) them (los) to him (le).
The issue with this is that le los is rather difficult to pronounce. Thus, the first pronoun (le) is changed to "se."
Ellos se los dan. <-correct
The "le" is referring to the person receiving the action. In this example, "he" is receiving "them" (the los, or the items) from "them" (the ellos, or the person doing the action).
I hope I helped ^^ (Sorry, I seem to always comment the answer rather than answering).